Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Exit.length and BB.Exit.number.of.SDs

BEST PARAMETERS
BB.Exit.length = 30
BB.Exit.number.of.SDs = 0.5
Profit account= 104 (per day adjusted to desire% DD )
Activity = 3.28 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Exit.length = 30 and BB.Exit.number.of.SDs = 0.5

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
111 67159.67 832.15 10171.31 7 306 225 -33.9 30 0.5 GBPJPY 33.90437 29.494726 8848.4178 19808.561 23.804074 0.3677222 No
261 175573.64 864.98 27434.06 7 538 389 -91.4 30 0.5 XAUUSD 91.44687 10.935312 3280.5935 19199.525 22.196496 0.6219797 No
61 90416.21 811.47 30179.06 7 269 195 -100.6 30 0.5 EURJPY 100.59687 9.940667 2982.2002 8987.975 11.076164 0.3314972 No
36 11650.89 725.73 5314.50 5 81 64 -17.7 30 0.5 EURGBP 17.71500 56.449337 16934.8010 6576.850 9.062392 0.1116118 No
211 37296.50 822.03 15273.35 6 154 110 -50.9 30 0.5 USDCHF 50.91117 19.642056 5892.6169 7325.800 8.911840 0.1873411 No
11 78335.05 864.35 36065.41 6 330 254 -120.2 30 0.5 AUDUSD 120.21803 8.318220 2495.4659 6516.081 7.538707 0.3817898 No
161 110513.01 867.47 59707.34 7 362 284 -199.0 30 0.5 NZDUSD 199.02447 5.024508 1507.3524 5552.735 6.401069 0.4173055 No
86 51056.13 822.81 39214.45 7 193 142 -130.7 30 0.5 EURUSD 130.71483 7.650241 2295.0724 3905.917 4.747046 0.2345620 No
236 57265.64 861.22 54319.70 6 252 199 -181.1 30 0.5 USDJPY 181.06567 5.522858 1656.8575 3162.700 3.672349 0.2926082 No
136 115846.27 824.71 117172.38 8 250 187 -390.6 30 0.5 GBPUSD 390.57460 2.560330 768.0991 2966.047 3.596473 0.3031369 Yes
186 27406.16 805.18 30011.90 6 107 88 -100.0 30 0.5 USDCAD 100.03967 9.996035 2998.8105 2739.529 3.402381 0.1328895 No

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Jurik
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1